Rapport Backtest

Stratégie · EmaTrend   |   Ticker · MSFT   |   2018-01-02 → 2025-10-31
Capital Final 28,153.78 €
P&L +3153.78 € (+12.62%)
Total Trades 20
Max Drawdown 15.07%
Sharpe
0.26
Sortino
0.14
Calmar
0.10

Equity Curve

Underwater Curve

Performance

CAGR1.53%
Ulcer Index0.08
Expectancy155.90

Trades Overview

Total20 Win Rate45.00%
Profit Factor1.33 Payoff Ratio1.62

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2018-12-03 05:00:00 2018-12-18 05:00:00 Long 15 105.98 97.10 -851.92 -8.37% 15
2019-01-22 05:00:00 2019-03-22 04:00:00 Long 15 100.12 112.33 1160.68 12.20% 58
2019-06-07 04:00:00 2019-10-29 04:00:00 Long 15 122.13 136.39 1183.91 11.68% 144
2020-04-09 04:00:00 2020-07-07 04:00:00 Long 15 158.76 201.02 2831.07 26.61% 89
2020-10-12 04:00:00 2020-10-29 04:00:00 Long 15 209.89 195.37 -813.08 -6.92% 17
2020-11-06 05:00:00 2021-04-12 04:00:00 Long 15 213.22 245.11 1690.42 14.96% 156
2021-06-01 04:00:00 2021-06-29 04:00:00 Long 15 242.69 259.29 829.87 6.84% 28
2021-10-15 04:00:00 2021-11-01 04:00:00 Long 15 292.70 320.16 1153.63 9.38% 17
2021-12-27 05:00:00 2022-01-06 05:00:00 Long 15 325.36 303.10 -867.98 -6.84% 10
2022-03-24 04:00:00 2022-04-13 04:00:00 Long 15 290.73 274.22 -709.75 -5.68% 20
2022-07-13 04:00:00 2022-07-29 04:00:00 Short 15 243.48 270.78 -1337.67 -11.21% 16
2022-08-31 04:00:00 2022-10-11 04:00:00 Short 15 258.82 222.45 1636.75 14.05% 41
2022-12-27 05:00:00 2023-02-03 05:00:00 Short 15 233.45 254.32 -1085.71 -8.94% 38
2023-03-13 04:00:00 2023-03-17 04:00:00 Short 15 242.56 273.35 -1477.78 -12.69% 4
2023-09-07 04:00:00 2023-09-27 04:00:00 Long 15 326.53 307.19 -657.63 -5.92% 20
2023-10-12 04:00:00 2023-11-09 05:00:00 Long 15 325.83 356.40 1009.02 9.38% 28
2024-05-15 04:00:00 2024-07-05 04:00:00 Long 15 414.25 454.70 1092.29 9.77% 51
2024-09-16 04:00:00 2024-10-08 04:00:00 Long 15 427.61 407.22 -550.49 -4.77% 22
2024-10-25 04:00:00 2024-11-01 04:00:00 Long 15 423.79 405.34 -498.08 -4.35% 7
2024-11-14 05:00:00 2025-02-25 05:00:00 Long 15 422.04 399.10 -619.56 -5.44% 103